+15.8%
BABA vs HAS
+106.1%
-90.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.2% |
| 7D | +3.8% | +2.2% | +1.7% | +3.1% |
| 30D | -5.4% | +29.6% | -35.0% | -12.9% |
| 3M | -17.9% | +30.3% | -48.2% | -24.6% |
| 6M | -24.1% | +25.6% | -49.7% | -29.9% |
| YTD | -27.4% | +50.8% | -78.3% | -37.0% |
| 1Y | -36.1% | +63.0% | -99.1% | -45.9% |
| 3Y | +35.4% | +211.6% | -176.2% | -8.3% |
| 5Y | -30.1% | +50.4% | -80.5% | -41.5% |
| 10Y | +15.8% | +101.9% | -86.0% | -14.8% |
| All | +15.8% | +106.1% | -90.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling